+22.7%
EIX vs S
-71.4%
+94.0%
-43.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.4% | +0.4% | +0.8% |
| 7D | -19.1% | -7.7% | -11.4% | -19.0% |
| 30D | -16.9% | -5.3% | -11.6% | -16.9% |
| 3M | -20.0% | +20.3% | -40.3% | -20.6% |
| 6M | -21.3% | +47.4% | -68.7% | -22.6% |
| YTD | -1.7% | +32.5% | -34.2% | -3.0% |
| 1Y | +9.6% | +9.5% | 0.0% | +8.8% |
| 3Y | -3.7% | +15.5% | -19.2% | -5.4% |
| All | +22.7% | -71.4% | +94.0% | +16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded S wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling